Subspace Communication Driven Search for High Dimensional Optimization

Logan Mathesen, Kaushik Keezhnagar Chandrasekar, Xinsheng Li, Giulia Pedrielli, K. Selcuk Candan

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Global optimization techniques often suffer the curse of dimensionality. In an attempt to face this challenge, high dimensional search techniques try to identify and leverage upon the effective, lower, dimensionality of the problem either in the original or in a transformed space. As a result, algorithms search for and exploit a projection or create a random embedding. Our approach avoids modeling of high dimensional spaces, and the assumption of low effective dimensionality. We argue that effectively high dimensional functions can be recursively optimized over sets of complementary lower dimensional subspaces. In this light, we propose the novel Subspace COmmunication for OPtimization (SCOOP) algorithm, which enables intelligent information sharing among subspaces such that each subspace guides the other towards improved locations. The experiments show that the accuracy of SCOOP rivals the state-of-the-art global optimization techniques, while being several orders of magnitude faster and having better scalability against the problem dimensionality.

Original languageEnglish (US)
Title of host publication2019 Winter Simulation Conference, WSC 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3528-3539
Number of pages12
ISBN (Electronic)9781728132839
DOIs
StatePublished - Dec 2019
Event2019 Winter Simulation Conference, WSC 2019 - National Harbor, United States
Duration: Dec 8 2019Dec 11 2019

Publication series

NameProceedings - Winter Simulation Conference
Volume2019-December
ISSN (Print)0891-7736

Conference

Conference2019 Winter Simulation Conference, WSC 2019
Country/TerritoryUnited States
CityNational Harbor
Period12/8/1912/11/19

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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